A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian
Abstract
We consider compact Grassmann manifolds over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type . From an explicit integral representation of these polynomials we deduce a sharp Mehler-Heine formula, that is an approximation of the Heckman-Opdam polynomials in terms of Bessel functions, with a precise estimate on the error term. This result is used to derive a central limit theorem for random walks on the semi-lattice parametrizing the dual of , which are constructed by successive decompositions of tensor powers of spherical representations of . The limit is the distribution of a Laguerre ensemble in random matrix theory. Most results of this paper are established for a larger continuous set of multiplicity parameters beyond the group cases.
Keywords
Cite
@article{arxiv.1409.4213,
title = {A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian},
author = {Margit Rösler and Michael Voit},
journal= {arXiv preprint arXiv:1409.4213},
year = {2015}
}